CME Australian Dollar Future September 2020

Trading Metrics calculated at close of trading on 07-Jul-2020

Day Change Summary
	Previous	Current
	06-Jul-2020	07-Jul-2020	Change	Change %	Previous Week
Open	0.6934	0.6977	0.0043	0.6%	0.6852
High	0.6989	0.6999	0.0010	0.1%	0.6953
Low	0.6915	0.6923	0.0008	0.1%	0.6835
Close	0.6978	0.6960	-0.0018	-0.3%	0.6920
Range	0.0074	0.0076	0.0002	2.7%	0.0118
ATR	0.0088	0.0087	-0.0001	-1.0%	0.0000
Volume	96,053	89,403	-6,650	-6.9%	348,741

Daily Pivots for day following 07-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7189	0.7150	0.7002
R3	0.7113	0.7074	0.6981
R2	0.7037	0.7037	0.6974
R1	0.6998	0.6998	0.6967	0.6980
PP	0.6961	0.6961	0.6961	0.6951
S1	0.6922	0.6922	0.6953	0.6904
S2	0.6885	0.6885	0.6946
S3	0.6809	0.6846	0.6939
S4	0.6733	0.6770	0.6918

Weekly Pivots for week ending 03-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7257	0.7206	0.6985
R3	0.7139	0.7088	0.6952
R2	0.7021	0.7021	0.6942
R1	0.6970	0.6970	0.6931	0.6996
PP	0.6903	0.6903	0.6903	0.6915
S1	0.6852	0.6852	0.6909	0.6878
S2	0.6785	0.6785	0.6898
S3	0.6667	0.6734	0.6888
S4	0.6549	0.6616	0.6855

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6999	0.6835	0.0164	2.4%	0.0069	1.0%	76%	True	False	92,584
10	0.6999	0.6835	0.0164	2.4%	0.0071	1.0%	76%	True	False	88,075
20	0.7064	0.6777	0.0287	4.1%	0.0095	1.4%	64%	False	False	90,528
40	0.7064	0.6404	0.0660	9.5%	0.0094	1.4%	84%	False	False	46,107
60	0.7064	0.6255	0.0809	11.6%	0.0089	1.3%	87%	False	False	30,764
80	0.7064	0.5520	0.1544	22.2%	0.0109	1.6%	93%	False	False	23,120

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7322
2.618	0.7198
1.618	0.7122
1.000	0.7075
0.618	0.7046
HIGH	0.6999
0.618	0.6970
0.500	0.6961
0.382	0.6952
LOW	0.6923
0.618	0.6876
1.000	0.6847
1.618	0.6800
2.618	0.6724
4.250	0.6600

Fisher Pivots for day following 07-Jul-2020
Pivot	1 day	3 day
R1	0.6961	0.6957
PP	0.6961	0.6954
S1	0.6960	0.6952

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols